Hi Yu You,
An object (or bone) can only have 1 parent. (but that parent can have a parent – grand parent)
This is called a child-parent relationship.
A child will follow along with the parent. But the child is free to move around.
A constraint can be used to change the behaviour of the child. Say you want the child to follow along with the parent but copy the rotation of a different object. You can do that with a constraint.
Hope that helps.